+892.4%
APP vs TXN
+101.2%
+791.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.1% | +9.9% |
| 7D | +71.2% | -7.8% | +79.0% | +72.8% |
| 30D | +39.1% | -3.6% | +42.6% | +38.4% |
| 3M | +16.5% | +0.1% | +16.4% | +14.3% |
| 6M | -16.6% | -3.2% | -13.3% | -18.4% |
| YTD | -41.9% | +63.4% | -105.3% | -56.5% |
| 1Y | -37.0% | +75.6% | -112.6% | -54.7% |
| 3Y | +892.4% | +104.0% | +788.4% | +429.1% |
| All | +892.4% | +101.2% | +791.3% | +429.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TXN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling